public virtual void execDetails(int reqId, Contract contract, Execution execution)
{
logger.Info("ExecDetails. " + contract.Symbol + ", " + execution.Side +
" - " + execution.ExecId + ", " + execution.OrderId + ", " +
execution.Shares + "\n");
Client.PushOrdersInfo(ObjectConstructorHelper.GetExecutionMessage(reqId, contract, execution, AccountID, InstrumentID), PushMessageType.ExecutionPush);
}
public void orderStatus(int orderId, string status, double filled, double remaining, double avgFillPrice,
int permId, int parentId, double lastFillPrice, int clientId, string whyHeld)
{
lastOrderStatusIdLock.TryEnterUpgradeableReadLock(-1);
try
{
if (lastOrderStatusId == orderId && lastOrderStatusStatus == status)
{
return; //for some reason IB sends sometime more than 1 IB messages with same status and id
}
lastOrderStatusId = orderId;
lastOrderStatusStatus = status;
}
finally
{
if (lastOrderStatusIdLock.IsUpgradeableReadLockHeld)
{
lastOrderStatusIdLock.ExitUpgradeableReadLock();
}
}
logger.Info("OrderStatus. Id: " + orderId + ", Status: " + status + ", AverageFillPrice: " + avgFillPrice + ", PermanentId: " + permId
);
Client.PushOrdersInfo(ObjectConstructorHelper.GetOrderStatusMessage(orderId, status, Convert.ToInt32(filled), Convert.ToInt32(remaining),
avgFillPrice, permId, parentId, lastFillPrice, clientId, whyHeld), PushMessageType.OrderStatusPush);
}
public void updatePortfolio(Contract contract, double position, double marketPrice, double marketValue,
double averageCost, double unrealisedPnl, double realisedPnl,
string accountName)
{
logger.Info("UpdatePortfolio. " + contract.Symbol + " " + contract.LocalSymbol + ", " + contract.SecType + " @ " +
contract.Exchange
+ ": Quantity: " + position + ", MarketPrice: " + marketPrice + ", MarketValue: " +
marketValue + ", AveragePrice: " + averageCost
+ ", UnrealisedPNL: " + unrealisedPnl + ", RealisedPNL: " + realisedPnl +
", AccountName: " + accountName + "\n");
if (position != 0)
{
Client.PushOrdersInfo(
ObjectConstructorHelper.GetLiveTrade(position, marketPrice, averageCost,
unrealisedPnl, realisedPnl, AccountID, InstrumentID), PushMessageType.LiveTradePush);
LiveOrderQuantity = position;
}
}
public virtual void openOrder(int orderId, Contract contract, Order order, OrderState orderState)
{
if (OpenOrderEndEnded)
{
lastOrderIdLock.TryEnterUpgradeableReadLock(-1);
try
{
if ((lastOrderId == orderId && lastOrderStatus == orderState.Status))
{
return; //for some reason IB sends sometime more than 1 IB messages with same status and id
}
lastOrderId = orderId;
lastOrderStatus = orderState.Status;
}
finally
{
if (lastOrderIdLock.IsUpgradeableReadLockHeld)
{
lastOrderIdLock.ExitUpgradeableReadLock();
}
}
logger.Info("OpenOrder. ID: " + orderId + ", " + contract.LocalSymbol + ", " + contract.SecType + " @ " +
contract.Exchange + ": " + order.Action + ", " + order.OrderType + " " +
order.TotalQuantity + ", " + orderState.Status + "\n");
Client.PushOrdersInfo(ObjectConstructorHelper.GetOpenOrder(contract, order, orderState, AccountID, InstrumentID),
PushMessageType.OpenOrderPush);
}
else
{
if (ShouldCollectOpenOrders)
{
OpenOrders.Add(order);
}
}
}
